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PQIAX vs. VYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PQIAX vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Equity Income Fund (PQIAX) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PQIAX achieves a 9.60% return, which is significantly lower than VYM's 11.70% return. Both investments have delivered pretty close results over the past 10 years, with PQIAX having a 12.48% annualized return and VYM not far behind at 12.00%.


PQIAX

1D
0.25%
1M
1.00%
YTD
9.60%
6M
9.19%
1Y
23.37%
3Y*
19.69%
5Y*
11.80%
10Y*
12.48%

VYM

1D
0.11%
1M
0.42%
YTD
11.70%
6M
11.13%
1Y
25.24%
3Y*
18.48%
5Y*
12.10%
10Y*
12.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PQIAX vs. VYM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PQIAX
Principal Equity Income Fund
9.60%15.29%26.56%10.77%-10.82%21.88%6.12%28.44%-5.44%20.53%
VYM
Vanguard High Dividend Yield ETF
11.70%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%16.42%

Correlation

The correlation between PQIAX and VYM is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2006

0.95

The correlation between PQIAX and VYM has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

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Return for Risk

PQIAX vs. VYM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PQIAX
PQIAX Risk / Return Rank: 7171
Overall Rank
PQIAX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
PQIAX Sortino Ratio Rank: 7373
Sortino Ratio Rank
PQIAX Omega Ratio Rank: 6363
Omega Ratio Rank
PQIAX Calmar Ratio Rank: 7878
Calmar Ratio Rank
PQIAX Martin Ratio Rank: 7474
Martin Ratio Rank

VYM
VYM Risk / Return Rank: 7878
Overall Rank
VYM Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8282
Sortino Ratio Rank
VYM Omega Ratio Rank: 7878
Omega Ratio Rank
VYM Calmar Ratio Rank: 7777
Calmar Ratio Rank
VYM Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PQIAX vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Equity Income Fund (PQIAX) and Vanguard High Dividend Yield ETF (VYM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PQIAXVYMDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.40

1.44

-0.04

Calmar ratioReturn relative to maximum drawdown

3.35

3.79

-0.44

Martin ratioReturn relative to average drawdown

13.11

14.09

-0.99

PQIAX vs. VYM - Sharpe Ratio Comparison

The current PQIAX Sharpe Ratio is 2.21, which is comparable to the VYM Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of PQIAX and VYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PQIAX vs. VYM - Drawdown Comparison

The maximum PQIAX drawdown since its inception was -54.68%, roughly equal to the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for PQIAX and VYM.


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Drawdown Indicators


PQIAXVYMDifference

Max Drawdown

Largest peak-to-trough decline

-54.68%

-56.98%

+2.30%

Max Drawdown (1Y)

Largest decline over 1 year

-7.07%

-6.69%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-15.47%

-14.46%

-1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-21.22%

-15.84%

-5.38%

Max Drawdown (10Y)

Largest decline over 10 years

-37.67%

-35.21%

-2.46%

Current Drawdown

Current decline from peak

-0.69%

-1.12%

+0.43%

Average Drawdown

Average peak-to-trough decline

-7.00%

-7.18%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

1.80%

0.00%

Volatility

PQIAX vs. VYM - Volatility Comparison

Principal Equity Income Fund (PQIAX) and Vanguard High Dividend Yield ETF (VYM) have volatilities of 2.92% and 3.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PQIAXVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

3.02%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

7.99%

7.64%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

10.71%

10.41%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.28%

13.93%

+1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.42%

16.35%

+0.07%

PQIAX vs. VYM - Expense Ratio Comparison

PQIAX has a 0.86% expense ratio, which is higher than VYM's 0.04% expense ratio.


Dividends

PQIAX vs. VYM - Dividend Comparison

PQIAX's dividend yield for the trailing twelve months is around 9.15%, more than VYM's 2.29% yield.


PositionTTM20252024202320222021202020192018201720162015
PQIAX
Principal Equity Income Fund
9.15%9.92%20.62%2.58%5.37%5.05%1.52%4.30%7.41%6.28%3.73%2.11%
VYM
Vanguard High Dividend Yield ETF
2.29%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%

Frequently Asked Questions


PQIAX and VYM have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VYM has higher volatility (3.02%) compared to PQIAX (2.92%). In terms of maximum drawdown, PQIAX dropped -54.68% vs VYM's -56.98%.

VYM currently has the higher Sharpe Ratio (2.44 vs 2.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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